+92.7%
DD vs EXPD
+71.7%
+20.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.2% | -7.4% | +9.6% | +6.2% |
| 30D | +20.7% | -2.1% | +22.8% | +22.1% |
| 3M | +11.3% | +5.7% | +5.6% | +8.1% |
| 6M | +6.0% | +21.4% | -15.4% | -4.8% |
| YTD | +31.7% | +27.6% | +4.1% | +13.0% |
| 1Y | +32.2% | +36.1% | -3.9% | +8.8% |
| 3Y | +92.7% | +69.9% | +22.8% | +36.2% |
| All | +92.7% | +71.7% | +20.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling